+47.5%
WM vs FGI
+2.3%
+45.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.0% | +6.6% | +1.6% |
| 7D | +5.9% | +3.3% | +2.6% | +6.0% |
| 30D | +15.4% | -2.0% | +17.4% | +15.4% |
| 3M | +6.3% | +60.3% | -53.9% | +7.5% |
| 6M | +5.6% | +0.7% | +4.8% | +6.4% |
| YTD | +9.9% | +30.2% | -20.2% | +11.8% |
| 1Y | +20.8% | +44.4% | -23.5% | +23.2% |
| All | +47.5% | +2.3% | +45.2% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling